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Applied Mathematics and Optimization
Volumn 39, Issue 1, 1999, Pages 93-119
Linear forward-backward stochastic differential equations
Author keywords

Adapted solution; Linear forward backward stochastic differential equations; Riccati type equation
Indexed keywords

CONTROL THEORY; PROBLEM SOLVING; RANDOM PROCESSES; RICCATI EQUATIONS;
EID: 0032794959     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459900100     Document Type: Article
Times cited : (74)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.